Tabset RMarkdown Template
2022-12-07
Introduction
The following document demonstrates manual and automatic tabsetting to display multiple model results more efficiently.
It does so by defining the following functions:
gen_p(df, results = TRUE) # Displays plot.isatpanel, plot_grid.isatpanel, and raw estimation results for each model in a passed data frame of models.
convert(mod) # Converts a data frame of models into the input data for plot_grid.isatpanel. Used to display overview of multiple models of the same outcome variable. Used in plot_comp.
plot_comp(mod, panel = "country", na.rm = FALSE) # Displays an overview of multiple models of same outcome variable grouped by model or country. Default grouping is by country.
convert_mult(mod) # Converts a data frame of models into the input data for plot_grid.isatpanel. Used to display overview of multiple models of the different outcome variables for one country. Used in plot_country (and plot_country2).
plot_country(cmod, country, na.rm = FALSE) # Displays an overview of multiple models of multiple outcome variables for one country.Additional functions:
f() # Used to define cleaner x-axis breaks in gen_p().
plot_country2() # Similar to plot_country() but uses a different ggplot method. User needs to specify number of outcome variables which gives less flexibility.Overview: Emissions Data
The document uses the example data from EUJRC and Moritz’ getspanel vignette.
#Loading data:
EU15 <- c("Austria", "Belgium", "Germany", "Denmark", "Spain", "Finland",
"France", "Greece", "Ireland", "Italy", "Luxembourg", "Netherlands",
"Portugal", "Sweden", "United Kingdom")
data(EU_emissions_road)
em_dat <- EU_emissions_road %>%
tibble %>%
filter(country %in% EU15 & year >= 1990) %>%
mutate(gdp_sq = gdp^2,
lgdp_sq = lgdp^2)Below, an overview of road transport emissions by country.
em_dat %>%
select(country, year, transport.emissions) %>%
ggplot(aes(x = year, y = transport.emissions, color = country)) +
geom_line() +
facet_wrap(~country, scales = "free") +
scale_color_viridis(discrete = TRUE) +
labs(x = "Year", y = "Emissions", title = "Emissions from Road Transport")+
theme_minimal() +
theme(legend.position = "none", strip.background = element_rect(fill = alpha("aliceblue", 0.5)))
Tabset Multiple Results Manually
Tabset manually by setting {.tabset} at the level above where you want your tabs to appear. Each code chunk to be displayed as a tab requires one more # sign in its title but no {.tabset} if it is the last level of tabs. You can specify which tab you wish to be displayed automatically by specifying {.active} in its chunk title.
Model results used below are run using isatpanel. The RMarkdown script includes the code (commented out) used to run the models but uses the saved dataframes of model results to reduce run time of RMarkdown document.
Model 1
1990-2018
AR = 0
## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 0"
##
## Date: Fri Dec 2 17:30:35 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 435
## Sample: 1 to 435
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## lgdp 0.7663644 0.0506287 15.1370 < 2.2e-16 ***
## lpop 0.2626957 0.1207029 2.1764 0.0301485 *
## idBelgium 0.1012442 0.0288979 3.5035 0.0005145 ***
## idDenmark -0.2194830 0.0489519 -4.4837 9.758e-06 ***
## idFinland 0.1992547 0.0472629 4.2159 3.120e-05 ***
## idFrance -0.0130024 0.2016102 -0.0645 0.9486121
## idGermany -0.0228939 0.2320945 -0.0986 0.9214763
## idGreece 0.0258248 0.0470670 0.5487 0.5835494
## idIreland 0.0029793 0.0779674 0.0382 0.9695388
## idItaly -0.0577333 0.1960687 -0.2945 0.7685730
## idLuxembourg 1.0059118 0.3040219 3.3087 0.0010278 **
## idNetherlands -0.1008754 0.0682019 -1.4791 0.1399585
## idPortugal -0.0682271 0.0531670 -1.2833 0.2001910
## idSpain 0.1065644 0.1694489 0.6289 0.5298041
## idSweden 0.0524370 0.0205095 2.5567 0.0109587 *
## idUnitedKingdom 0.0576848 0.2004002 0.2878 0.7736215
## time1990 -14.7938099 1.5423681 -9.5916 < 2.2e-16 ***
## time1991 -14.7697401 1.5429729 -9.5723 < 2.2e-16 ***
## time1992 -14.7392675 1.5435299 -9.5491 < 2.2e-16 ***
## time1993 -14.7288981 1.5439826 -9.5395 < 2.2e-16 ***
## time1994 -14.7463623 1.5446267 -9.5469 < 2.2e-16 ***
## time1995 -14.7629387 1.5451900 -9.5541 < 2.2e-16 ***
## time1996 -14.7346062 1.5457939 -9.5321 < 2.2e-16 ***
## time1997 -14.7483834 1.5463927 -9.5373 < 2.2e-16 ***
## time1998 -14.7227683 1.5469561 -9.5172 < 2.2e-16 ***
## time1999 -14.7346164 1.5468073 -9.5258 < 2.2e-16 ***
## time2000 -14.7332137 1.5476868 -9.5195 < 2.2e-16 ***
## time2001 -14.7370956 1.5479933 -9.5201 < 2.2e-16 ***
## time2002 -14.7428133 1.5487176 -9.5194 < 2.2e-16 ***
## time2003 -14.7214257 1.5493161 -9.5019 < 2.2e-16 ***
## time2004 -14.7160767 1.5500758 -9.4938 < 2.2e-16 ***
## time2005 -14.7284332 1.5508132 -9.4972 < 2.2e-16 ***
## time2006 -14.7490377 1.5516578 -9.5053 < 2.2e-16 ***
## time2007 -14.7761526 1.5528969 -9.5152 < 2.2e-16 ***
## time2008 -14.8038536 1.5535250 -9.5292 < 2.2e-16 ***
## time2009 -14.8060288 1.5537604 -9.5292 < 2.2e-16 ***
## time2010 -14.8303115 1.5543385 -9.5412 < 2.2e-16 ***
## time2011 -14.8612105 1.5547387 -9.5587 < 2.2e-16 ***
## time2012 -14.9097874 1.5550490 -9.5880 < 2.2e-16 ***
## time2013 -14.9120424 1.5554587 -9.5869 < 2.2e-16 ***
## time2014 -14.9312665 1.5560203 -9.5958 < 2.2e-16 ***
## time2015 -14.9209326 1.5551890 -9.5943 < 2.2e-16 ***
## time2016 -14.9169900 1.5558342 -9.5878 < 2.2e-16 ***
## time2017 -14.9341111 1.5564875 -9.5948 < 2.2e-16 ***
## time2018 -14.9502892 1.5570684 -9.6016 < 2.2e-16 ***
## fesisAustria.2002 0.1935381 0.0169425 11.4232 < 2.2e-16 ***
## fesisGermany.2001 -0.1374905 0.0182891 -7.5176 4.128e-13 ***
## fesisFinland.1996 -0.1928750 0.0211932 -9.1008 < 2.2e-16 ***
## fesisFrance.2003 -0.1004992 0.0167451 -6.0017 4.598e-09 ***
## fesisUnitedKingdom.2000 -0.1780926 0.0176899 -10.0675 < 2.2e-16 ***
## fesisGreece.2007 0.1192454 0.0175150 6.8082 3.923e-11 ***
## fesisIreland.1999 0.1291933 0.0254213 5.0821 5.895e-07 ***
## fesisIreland.2015 -0.2412340 0.0286132 -8.4309 7.421e-16 ***
## fesisLuxembourg.2001 0.2280854 0.0212000 10.7587 < 2.2e-16 ***
## fesisLuxembourg.2015 -0.2002461 0.0285375 -7.0170 1.063e-11 ***
## fesisNetherlands.1998 -0.1156029 0.0186243 -6.2071 1.427e-09 ***
## fesisPortugal.1994 0.1773738 0.0278106 6.3779 5.273e-10 ***
## fesisPortugal.2000 0.1501882 0.0208750 7.1946 3.418e-12 ***
## fesisSweden.2000 -0.1590114 0.0181059 -8.7823 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 129.87 1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 101.07 1 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.04155
## R-squared 0.99869
## Log-lik.(n=435) 795.93262AR = 1
## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 1"
##
## Date: Fri Dec 2 17:30:31 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 420
## Sample: 1 to 420
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## ar1 0.88528050 0.01745101 50.7295 < 2.2e-16 ***
## lgdp -0.09550202 0.65163571 -0.1466 0.8835617
## lpop 0.23193648 1.09217937 0.2124 0.8319429
## idBelgium 0.01258129 0.00834816 1.5071 0.1326496
## idDenmark -0.07858603 0.01223487 -6.4231 4.129e-10 ***
## idFinland -0.08173990 0.01227239 -6.6605 9.962e-11 ***
## idFrance 0.19237473 0.03289954 5.8473 1.103e-08 ***
## idGermany 0.21874144 0.03719684 5.8806 9.179e-09 ***
## idGreece -0.02586235 0.00935608 -2.7642 0.0059928 **
## idIreland -0.13223534 0.02515574 -5.2567 2.492e-07 ***
## idItaly 0.17492934 0.03059866 5.7169 2.245e-08 ***
## idLuxembourg -0.07455192 0.04308468 -1.7304 0.0844047 .
## idNetherlands 0.03610110 0.01108247 3.2575 0.0012285 **
## idPortugal -0.03069063 0.00860985 -3.5646 0.0004124 ***
## idSpain 0.15328548 0.02526374 6.0674 3.231e-09 ***
## idSweden -0.01674611 0.00752376 -2.2258 0.0266351 *
## idUnitedKingdom 0.18466267 0.03188375 5.7917 1.495e-08 ***
## time1991 -0.01461174 0.17603789 -0.0830 0.9338940
## time1992 -0.00287990 0.17454622 -0.0165 0.9868449
## time1993 -0.02768901 0.18011799 -0.1537 0.8779092
## time1994 -0.01737107 0.16886828 -0.1029 0.9181241
## time1995 -0.02350998 0.15340681 -0.1533 0.8782831
## time1996 0.00063190 0.13977396 0.0045 0.9963954
## time1997 -0.01160395 0.12753633 -0.0910 0.9275536
## time1998 0.02493804 0.10587088 0.2356 0.8139118
## time1999 0.00750765 0.08531997 0.0880 0.9299292
## time2000 0.00876980 0.06645549 0.1320 0.8950841
## time2001 0.00851195 0.06247906 0.1362 0.8917086
## time2002 0.01283366 0.05724930 0.2242 0.8227483
## time2003 0.01988948 0.05648588 0.3521 0.7249542
## time2004 0.02725876 0.04587865 0.5941 0.5527775
## time2005 0.00749415 0.03906311 0.1918 0.8479677
## time2006 0.01562216 0.02314585 0.6749 0.5001348
## time2007 0.02020537 0.00941655 2.1457 0.0325483 *
## time2008 -0.00805459 0.01069177 -0.7533 0.4517242
## time2009 -0.03276626 0.02457650 -1.3332 0.1832792
## time2010 0.00751987 0.01628200 0.4619 0.6444606
## time2011 -0.00710563 0.00927727 -0.7659 0.4442162
## time2012 -0.04726441 0.00907221 -5.2098 3.155e-07 ***
## time2013 -0.00542721 0.01028975 -0.5274 0.5982071
## time2014 -0.00993624 0.01296186 -0.7666 0.4438257
## time2015 -0.00079057 0.01752685 -0.0451 0.9640470
## time2016 0.01403596 0.01615144 0.8690 0.3854015
## fesisGreece.2009 0.13363696 0.02999151 4.4558 1.111e-05 ***
## fesisGreece.2010 -0.24313132 0.03359649 -7.2368 2.695e-12 ***
## fesisGreece.2013 0.09814699 0.02096816 4.6808 4.024e-06 ***
## fesisIreland.1996 0.09187789 0.01734029 5.2985 2.015e-07 ***
## fesisIreland.2008 -0.08734939 0.01738372 -5.0248 7.880e-07 ***
## fesisIreland.2012 0.06840130 0.01830729 3.7363 0.0002164 ***
## fesisLuxembourg.1992 -0.11938817 0.03125344 -3.8200 0.0001566 ***
## fesisLuxembourg.1999 0.09807897 0.01606874 6.1037 2.630e-09 ***
## fesisLuxembourg.2006 -0.05450585 0.01434315 -3.8001 0.0001692 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 0.48169 1 0.48766
## Ljung-Box ARCH(1) 5.47965 1 0.01924 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.02810
## R-squared 0.99939
## Log-lik.(n=420) 930.281992000-2018
AR = 0
## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 0"
##
## Date: Fri Dec 2 17:30:18 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 285
## Sample: 1 to 285
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## lgdp 0.679439 0.070053 9.6989 < 2.2e-16 ***
## lpop -0.028585 0.144830 -0.1974 0.843706
## idBelgium 0.048730 0.033558 1.4521 0.147753
## idDenmark -0.505111 0.055463 -9.1072 < 2.2e-16 ***
## idFinland -0.321840 0.053736 -5.9892 7.540e-09 ***
## idFrance 0.513965 0.238704 2.1531 0.032292 *
## idGermany 0.633429 0.273361 2.3172 0.021326 *
## idGreece -0.047797 0.056237 -0.8499 0.396202
## idIreland -0.256188 0.078841 -3.2494 0.001320 **
## idItaly 0.516216 0.230263 2.2418 0.025874 *
## idLuxembourg -0.046897 0.349700 -0.1341 0.893429
## idNetherlands -0.098679 0.079675 -1.2385 0.216721
## idPortugal 0.135504 0.062168 2.1796 0.030245 *
## idSpain 0.584633 0.201831 2.8966 0.004116 **
## idSweden -0.197843 0.019989 -9.8974 < 2.2e-16 ***
## idUnitedKingdom 0.482743 0.235189 2.0526 0.041185 *
## time2000 -7.661505 1.874309 -4.0876 5.925e-05 ***
## time2001 -7.655665 1.875209 -4.0826 6.048e-05 ***
## time2002 -7.645101 1.876064 -4.0751 6.233e-05 ***
## time2003 -7.618190 1.877196 -4.0583 6.667e-05 ***
## time2004 -7.619167 1.877770 -4.0576 6.687e-05 ***
## time2005 -7.627545 1.878770 -4.0599 6.625e-05 ***
## time2006 -7.642978 1.880013 -4.0654 6.480e-05 ***
## time2007 -7.656913 1.881286 -4.0700 6.360e-05 ***
## time2008 -7.682551 1.881927 -4.0823 6.055e-05 ***
## time2009 -7.693643 1.882291 -4.0874 5.932e-05 ***
## time2010 -7.714708 1.883091 -4.0968 5.710e-05 ***
## time2011 -7.743734 1.883589 -4.1112 5.388e-05 ***
## time2012 -7.798687 1.883998 -4.1394 4.804e-05 ***
## time2013 -7.806714 1.884384 -4.1428 4.738e-05 ***
## time2014 -7.822803 1.885162 -4.1497 4.608e-05 ***
## time2015 -7.814795 1.884480 -4.1469 4.660e-05 ***
## time2016 -7.807244 1.885375 -4.1410 4.774e-05 ***
## time2017 -7.820405 1.886330 -4.1458 4.680e-05 ***
## time2018 -7.833083 1.887177 -4.1507 4.589e-05 ***
## fesisAustria.2013 0.108586 0.019579 5.5461 7.608e-08 ***
## fesisGermany.2003 -0.137010 0.026605 -5.1499 5.388e-07 ***
## fesisGermany.2012 0.100080 0.022063 4.5361 9.006e-06 ***
## fesisGreece.2009 0.101710 0.021674 4.6926 4.506e-06 ***
## fesisIreland.2015 -0.177689 0.030590 -5.8088 1.963e-08 ***
## fesisLuxembourg.2004 0.163707 0.024391 6.7119 1.344e-10 ***
## fesisLuxembourg.2015 -0.161329 0.027475 -5.8720 1.407e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 93.405 1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 19.584 1 9.625e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.03782
## R-squared 0.99882
## Log-lik.(n=285) 549.98699AR = 1
## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 1"
##
## Date: Fri Dec 2 17:30:16 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 270
## Sample: 1 to 270
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## ar1 0.7590600 0.0336005 22.5907 < 2.2e-16 ***
## lgdp -0.0799424 0.7023607 -0.1138 0.9094784
## lpop 0.2850905 1.1772401 0.2422 0.8088617
## idBelgium 0.0236976 0.0111861 2.1185 0.0351885 *
## idDenmark -0.1694091 0.0236311 -7.1689 9.829e-12 ***
## idFinland -0.1682512 0.0242368 -6.9420 3.774e-11 ***
## idFrance 0.3970204 0.0589506 6.7348 1.259e-10 ***
## idGermany 0.4146755 0.0673702 6.1552 3.229e-09 ***
## idGreece -0.0612337 0.0152487 -4.0157 7.988e-05 ***
## idIreland -0.1629918 0.0240559 -6.7755 9.953e-11 ***
## idItaly 0.3602147 0.0544599 6.6143 2.510e-10 ***
## idLuxembourg -0.3058055 0.0435577 -7.0207 2.374e-11 ***
## idNetherlands 0.0710870 0.0162048 4.3868 1.740e-05 ***
## idPortugal -0.0806072 0.0130102 -6.1957 2.590e-09 ***
## idSpain 0.3164211 0.0470174 6.7299 1.295e-10 ***
## idSweden -0.0364646 0.0103835 -3.5118 0.0005340 ***
## idUnitedKingdom 0.3838075 0.0567188 6.7668 1.047e-10 ***
## time2001 0.0218539 0.0673407 0.3245 0.7458281
## time2002 0.0284044 0.0617150 0.4603 0.6457627
## time2003 0.0379778 0.0609098 0.6235 0.5335575
## time2004 0.0481048 0.0495143 0.9715 0.3322862
## time2005 0.0315242 0.0422323 0.7464 0.4561466
## time2006 0.0361094 0.0252272 1.4314 0.1536592
## time2007 0.0410347 0.0108454 3.7836 0.0001964 ***
## time2008 0.0042373 0.0122275 0.3465 0.7292514
## time2009 -0.0239444 0.0266927 -0.8970 0.3706197
## time2010 0.0083127 0.0176629 0.4706 0.6383432
## time2011 -0.0079485 0.0101015 -0.7869 0.4321582
## time2012 -0.0468823 0.0098110 -4.7785 3.120e-06 ***
## time2013 -0.0059053 0.0110911 -0.5324 0.5949276
## time2014 -0.0109295 0.0139724 -0.7822 0.4348778
## time2015 -0.0029540 0.0188970 -0.1563 0.8759163
## time2016 0.0119685 0.0174145 0.6873 0.4925901
## fesisGermany.2008 0.0527082 0.0152303 3.4607 0.0006401 ***
## fesisGreece.2009 0.1426029 0.0333214 4.2796 2.731e-05 ***
## fesisGreece.2010 -0.1949128 0.0332380 -5.8642 1.528e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 10.787 1 0.001022 **
## Ljung-Box ARCH(1) 1.381 1 0.239928
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.03029
## R-squared 0.99922
## Log-lik.(n=270) 579.08783Model 2
1990-2018
AR = 0
## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 0"
##
## Date: Fri Dec 2 17:30:35 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 435
## Sample: 1 to 435
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## lgdp 6.8606668 0.3381221 20.2905 < 2.2e-16 ***
## lgdp_sq -0.1221862 0.0063396 -19.2735 < 2.2e-16 ***
## lpop 0.2786382 0.1319377 2.1119 0.0353513 *
## idBelgium 0.1763162 0.0299441 5.8882 8.628e-09 ***
## idDenmark -0.2775012 0.0533064 -5.2058 3.178e-07 ***
## idFinland 0.0490416 0.0467743 1.0485 0.2950902
## idFrance 1.1200811 0.2227620 5.0282 7.664e-07 ***
## idGermany 1.3773496 0.2565997 5.3677 1.395e-07 ***
## idGreece -0.0508867 0.0494664 -1.0287 0.3042727
## idIreland -0.2275813 0.0752137 -3.0258 0.0026495 **
## idItaly 0.9859809 0.2151878 4.5820 6.266e-06 ***
## idLuxembourg 0.8943936 0.3085223 2.8990 0.0039625 **
## idNetherlands 0.1732249 0.0702632 2.4654 0.0141307 *
## idPortugal -0.2032395 0.0567407 -3.5819 0.0003857 ***
## idSpain 0.6052150 0.1804230 3.3544 0.0008758 ***
## idSweden 0.1061875 0.0208440 5.0944 5.536e-07 ***
## idUnitedKingdom 1.0636148 0.2197890 4.8393 1.902e-06 ***
## time1990 -90.8073204 3.9593605 -22.9348 < 2.2e-16 ***
## time1991 -90.7773752 3.9592924 -22.9277 < 2.2e-16 ***
## time1992 -90.7426709 3.9591792 -22.9196 < 2.2e-16 ***
## time1993 -90.7343019 3.9592306 -22.9172 < 2.2e-16 ***
## time1994 -90.7392994 3.9589881 -22.9198 < 2.2e-16 ***
## time1995 -90.7438401 3.9588172 -22.9220 < 2.2e-16 ***
## time1996 -90.7103243 3.9586037 -22.9147 < 2.2e-16 ***
## time1997 -90.7097763 3.9584458 -22.9155 < 2.2e-16 ***
## time1998 -90.6998827 3.9582163 -22.9143 < 2.2e-16 ***
## time1999 -90.6873614 3.9580109 -22.9124 < 2.2e-16 ***
## time2000 -90.6713598 3.9573637 -22.9121 < 2.2e-16 ***
## time2001 -90.6581037 3.9571111 -22.9102 < 2.2e-16 ***
## time2002 -90.6564652 3.9569209 -22.9109 < 2.2e-16 ***
## time2003 -90.6251776 3.9568956 -22.9031 < 2.2e-16 ***
## time2004 -90.6062370 3.9566200 -22.8999 < 2.2e-16 ***
## time2005 -90.6080086 3.9563709 -22.9018 < 2.2e-16 ***
## time2006 -90.6116366 3.9559914 -22.9049 < 2.2e-16 ***
## time2007 -90.6154616 3.9556745 -22.9077 < 2.2e-16 ***
## time2008 -90.6423479 3.9555552 -22.9152 < 2.2e-16 ***
## time2009 -90.6679808 3.9559986 -22.9191 < 2.2e-16 ***
## time2010 -90.6824033 3.9557500 -22.9242 < 2.2e-16 ***
## time2011 -90.7074188 3.9555418 -22.9317 < 2.2e-16 ***
## time2012 -90.7730088 3.9557328 -22.9472 < 2.2e-16 ***
## time2013 -90.7753976 3.9557173 -22.9479 < 2.2e-16 ***
## time2014 -90.7861361 3.9555312 -22.9517 < 2.2e-16 ***
## time2015 -90.7754363 3.9546181 -22.9543 < 2.2e-16 ***
## time2016 -90.7607907 3.9543597 -22.9521 < 2.2e-16 ***
## time2017 -90.7638148 3.9540102 -22.9549 < 2.2e-16 ***
## time2018 -90.7684615 3.9537443 -22.9576 < 2.2e-16 ***
## fesisAustria.2002 0.1865082 0.0171255 10.8907 < 2.2e-16 ***
## fesisGermany.2003 -0.1511210 0.0198598 -7.6094 2.215e-13 ***
## fesisGermany.2012 0.1833446 0.0234963 7.8031 5.969e-14 ***
## fesisSpain.1998 0.2170839 0.0200647 10.8192 < 2.2e-16 ***
## fesisFinland.1996 -0.1276570 0.0285315 -4.4742 1.016e-05 ***
## fesisFinland.2000 -0.0989974 0.0254382 -3.8917 0.0001176 ***
## fesisIreland.1998 0.1347860 0.0249652 5.3990 1.187e-07 ***
## fesisLuxembourg.2015 -0.2271063 0.0295888 -7.6754 1.420e-13 ***
## fesisPortugal.1994 0.1706531 0.0284850 5.9910 4.863e-09 ***
## fesisPortugal.2000 0.0944763 0.0214115 4.4124 1.335e-05 ***
## fesisSweden.2000 -0.1167251 0.0181237 -6.4405 3.623e-10 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 162.871 1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 87.041 1 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.04251
## R-squared 0.99862
## Log-lik.(n=435) 784.99701AR = 1
## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 1"
##
## Date: Fri Dec 2 17:30:38 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 420
## Sample: 1 to 420
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## ar1 0.8852805 0.0174510 50.7295 < 2.2e-16 ***
## lgdp 7.0441259 8.7670782 0.8035 0.4222191
## lgdp_sq -0.1057660 0.1217070 -0.8690 0.3854015
## lpop -6.9828706 9.2338883 -0.7562 0.4499999
## idBelgium 0.0125813 0.0083482 1.5071 0.1326496
## idDenmark -0.0785860 0.0122349 -6.4231 4.129e-10 ***
## idFinland -0.0817399 0.0122724 -6.6605 9.962e-11 ***
## idFrance 0.1923747 0.0328995 5.8473 1.103e-08 ***
## idGermany 0.2187414 0.0371968 5.8806 9.179e-09 ***
## idGreece -0.0258624 0.0093561 -2.7642 0.0059928 **
## idIreland -0.1322353 0.0251557 -5.2567 2.492e-07 ***
## idItaly 0.1749293 0.0305987 5.7169 2.245e-08 ***
## idLuxembourg -0.0745519 0.0430847 -1.7304 0.0844047 .
## idNetherlands 0.0361011 0.0110825 3.2575 0.0012285 **
## idPortugal -0.0306906 0.0086098 -3.5646 0.0004124 ***
## idSpain 0.1532855 0.0252637 6.0674 3.231e-09 ***
## idSweden -0.0167461 0.0075238 -2.2258 0.0266351 *
## idUnitedKingdom 0.1846627 0.0318837 5.7917 1.495e-08 ***
## time1991 -0.2041998 0.1175847 -1.7366 0.0832911 .
## time1992 -0.1455989 0.0953774 -1.5266 0.1277304
## time1993 -0.1191487 0.1075236 -1.1081 0.2685352
## time1994 -0.1181979 0.0944997 -1.2508 0.2118114
## time1995 -0.1543421 0.0849190 -1.8175 0.0699502 .
## time1996 -0.1565453 0.0976379 -1.6033 0.1097208
## time1997 -0.1927053 0.1214435 -1.5868 0.1134189
## time1998 -0.2025525 0.1810484 -1.1188 0.2639657
## time1999 -0.2596182 0.2392287 -1.0852 0.2785302
## time2000 -0.2917592 0.2913554 -1.0014 0.3172983
## time2001 -0.2835872 0.2848171 -0.9957 0.3200591
## time2002 -0.2686814 0.2768069 -0.9706 0.3323623
## time2003 -0.2407050 0.2535008 -0.9495 0.3429775
## time2004 -0.2294333 0.2574303 -0.8912 0.3733804
## time2005 -0.2335346 0.2450156 -0.9531 0.3411439
## time2006 -0.2407481 0.2760614 -0.8721 0.3837323
## time2007 -0.2675121 0.3289162 -0.8133 0.4165641
## time2008 -0.2947926 0.3328531 -0.8857 0.3763824
## time2009 -0.2433248 0.2221657 -1.0952 0.2741278
## time2010 -0.2129075 0.2410191 -0.8834 0.3776165
## time2011 -0.2461355 0.2749697 -0.8951 0.3712991
## time2012 -0.2634773 0.2482470 -1.0614 0.2892263
## time2013 -0.1794958 0.1945169 -0.9228 0.3567278
## time2014 -0.1374034 0.1374507 -0.9997 0.3181338
## time2015 -0.0623485 0.0575048 -1.0842 0.2789726
## fesisGreece.2009 0.1336370 0.0299915 4.4558 1.111e-05 ***
## fesisGreece.2010 -0.2431313 0.0335965 -7.2368 2.695e-12 ***
## fesisGreece.2013 0.0981470 0.0209682 4.6808 4.024e-06 ***
## fesisIreland.1996 0.0918779 0.0173403 5.2985 2.015e-07 ***
## fesisIreland.2008 -0.0873494 0.0173837 -5.0248 7.880e-07 ***
## fesisIreland.2012 0.0684013 0.0183073 3.7363 0.0002164 ***
## fesisLuxembourg.1992 -0.1193882 0.0312534 -3.8200 0.0001566 ***
## fesisLuxembourg.1999 0.0980790 0.0160687 6.1037 2.630e-09 ***
## fesisLuxembourg.2006 -0.0545058 0.0143432 -3.8001 0.0001692 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 0.48169 1 0.48766
## Ljung-Box ARCH(1) 5.47965 1 0.01924 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.02810
## R-squared 0.99939
## Log-lik.(n=420) 930.281992000-2018
AR = 0
## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 0"
##
## Date: Fri Dec 2 17:30:18 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 285
## Sample: 1 to 285
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## lgdp 2.653522 0.894211 2.9674 0.0033040 **
## lgdp_sq -0.036841 0.016638 -2.2143 0.0277391 *
## lpop -0.072383 0.145036 -0.4991 0.6181821
## idBelgium 0.058633 0.033590 1.7455 0.0821624 .
## idDenmark -0.522104 0.055555 -9.3979 < 2.2e-16 ***
## idFinland -0.331110 0.053474 -6.1920 2.527e-09 ***
## idFrance 0.721697 0.254715 2.8333 0.0049948 **
## idGermany 0.881341 0.293394 3.0040 0.0029448 **
## idGreece -0.029739 0.056383 -0.5274 0.5983709
## idIreland -0.266988 0.078367 -3.4069 0.0007693 ***
## idItaly 0.693246 0.242022 2.8644 0.0045451 **
## idLuxembourg 0.024928 0.348438 0.0715 0.9430245
## idNetherlands -0.054603 0.081511 -0.6699 0.5035687
## idPortugal 0.157716 0.062485 2.5241 0.0122419 *
## idSpain 0.705578 0.207545 3.3996 0.0007891 ***
## idSweden -0.193800 0.019915 -9.7316 < 2.2e-16 ***
## idUnitedKingdom 0.682348 0.250130 2.7280 0.0068396 **
## time2000 -33.410452 11.776091 -2.8371 0.0049377 **
## time2001 -33.404224 11.776059 -2.8366 0.0049455 **
## time2002 -33.393857 11.776281 -2.8357 0.0049595 **
## time2003 -33.367027 11.776495 -2.8334 0.0049946 **
## time2004 -33.365663 11.775541 -2.8335 0.0049929 **
## time2005 -33.373646 11.775521 -2.8342 0.0049826 **
## time2006 -33.388483 11.775451 -2.8354 0.0049634 **
## time2007 -33.402164 11.775538 -2.8366 0.0049463 **
## time2008 -33.427094 11.775323 -2.8387 0.0049139 **
## time2009 -33.438806 11.775657 -2.8397 0.0049003 **
## time2010 -33.459301 11.775529 -2.8414 0.0048740 **
## time2011 -33.487458 11.775219 -2.8439 0.0048377 **
## time2012 -33.542964 11.775530 -2.8485 0.0047700 **
## time2013 -33.550744 11.775481 -2.8492 0.0047603 **
## time2014 -33.566626 11.775511 -2.8505 0.0047409 **
## time2015 -33.555336 11.773940 -2.8500 0.0047492 **
## time2016 -33.547276 11.773855 -2.8493 0.0047588 **
## time2017 -33.559599 11.773631 -2.8504 0.0047429 **
## time2018 -33.571792 11.773549 -2.8515 0.0047277 **
## fesisAustria.2013 0.104809 0.019498 5.3753 1.798e-07 ***
## fesisGermany.2003 -0.132503 0.026472 -5.0054 1.074e-06 ***
## fesisGermany.2012 0.113231 0.022679 4.9927 1.139e-06 ***
## fesisGreece.2009 0.100969 0.021505 4.6952 4.465e-06 ***
## fesisIreland.2015 -0.195659 0.031413 -6.2285 2.068e-09 ***
## fesisLuxembourg.2004 0.131244 0.028292 4.6389 5.738e-06 ***
## fesisLuxembourg.2015 -0.190399 0.030253 -6.2935 1.445e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 90.089 1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 17.363 1 3.088e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.03752
## R-squared 0.99884
## Log-lik.(n=285) 552.75773AR = 1
## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 1"
##
## Date: Fri Dec 2 17:30:27 2022
## Dependent var.: y
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary
## No. of observations (mean eq.): 270
## Sample: 1 to 270
##
## SPECIFIC mean equation:
##
## coef std.error t-stat p-value
## ar1 0.759060 0.033600 22.5907 < 2.2e-16 ***
## lgdp 6.008055 9.452181 0.6356 0.5256411
## lgdp_sq -0.090187 0.131224 -0.6873 0.4925901
## lpop -5.867013 9.955600 -0.5893 0.5562166
## idBelgium 0.023698 0.011186 2.1185 0.0351885 *
## idDenmark -0.169409 0.023631 -7.1689 9.829e-12 ***
## idFinland -0.168251 0.024237 -6.9420 3.774e-11 ***
## idFrance 0.397020 0.058951 6.7348 1.259e-10 ***
## idGermany 0.414675 0.067370 6.1552 3.229e-09 ***
## idGreece -0.061234 0.015249 -4.0157 7.988e-05 ***
## idIreland -0.162992 0.024056 -6.7755 9.953e-11 ***
## idItaly 0.360215 0.054460 6.6143 2.510e-10 ***
## idLuxembourg -0.305806 0.043558 -7.0207 2.374e-11 ***
## idNetherlands 0.071087 0.016205 4.3868 1.740e-05 ***
## idPortugal -0.080607 0.013010 -6.1957 2.590e-09 ***
## idSpain 0.316421 0.047017 6.7299 1.295e-10 ***
## idSweden -0.036465 0.010383 -3.5118 0.0005340 ***
## idUnitedKingdom 0.383808 0.056719 6.7668 1.047e-10 ***
## time2001 -0.227220 0.307167 -0.7397 0.4602051
## time2002 -0.211645 0.298544 -0.7089 0.4790769
## time2003 -0.184232 0.273436 -0.6738 0.5011245
## time2004 -0.170778 0.277688 -0.6150 0.5391522
## time2005 -0.174002 0.264326 -0.6583 0.5110012
## time2006 -0.182499 0.297792 -0.6128 0.5405775
## time2007 -0.204303 0.354760 -0.5759 0.5652419
## time2008 -0.240266 0.359015 -0.6692 0.5040046
## time2009 -0.203489 0.239680 -0.8490 0.3967490
## time2010 -0.179647 0.259963 -0.6910 0.4902210
## time2011 -0.211771 0.296542 -0.7141 0.4758561
## time2012 -0.231248 0.267707 -0.8638 0.3885757
## time2013 -0.154334 0.209729 -0.7359 0.4625442
## time2014 -0.119621 0.148200 -0.8072 0.4203939
## time2015 -0.055445 0.061999 -0.8943 0.3720898
## fesisGermany.2008 0.052708 0.015230 3.4607 0.0006401 ***
## fesisGreece.2009 0.142603 0.033321 4.2796 2.731e-05 ***
## fesisGreece.2010 -0.194913 0.033238 -5.8642 1.528e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Diagnostics and fit:
##
## Chi-sq df p-value
## Ljung-Box AR(1) 10.787 1 0.001022 **
## Ljung-Box ARCH(1) 1.381 1 0.239928
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## SE of regression 0.03029
## R-squared 0.99922
## Log-lik.(n=270) 579.08783Tabset Multiple Results Automatically
The below requires a bit more manipulation of the estimation results display than in the manual implementation as RMarkdown cannot handle both “asis” output and verbatim text output in one chunk (when rendered within a for loop). I have provided two options here. First, using indents to trick knitr into reading text output as verbatim code rather than raw RMarkdown text.
I use purrr::iwalk in both options to iterate over the model dataframe. Another method is outlined here.
Model 1
1990:2018
AR = 0
Date: Fri Dec 2 17:30:35 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 435
Sample: 1 to 435
SPECIFIC mean equation:
coef std.error t-stat p-value
lgdp 0.7663644 0.0506287 15.1370 < 2.2e-16 ***
lpop 0.2626957 0.1207029 2.1764 0.0301485 *
idBelgium 0.1012442 0.0288979 3.5035 0.0005145 ***
idDenmark -0.2194830 0.0489519 -4.4837 9.758e-06 ***
idFinland 0.1992547 0.0472629 4.2159 3.120e-05 ***
idFrance -0.0130024 0.2016102 -0.0645 0.9486121
idGermany -0.0228939 0.2320945 -0.0986 0.9214763
idGreece 0.0258248 0.0470670 0.5487 0.5835494
idIreland 0.0029793 0.0779674 0.0382 0.9695388
idItaly -0.0577333 0.1960687 -0.2945 0.7685730
idLuxembourg 1.0059118 0.3040219 3.3087 0.0010278 **
idNetherlands -0.1008754 0.0682019 -1.4791 0.1399585
idPortugal -0.0682271 0.0531670 -1.2833 0.2001910
idSpain 0.1065644 0.1694489 0.6289 0.5298041
idSweden 0.0524370 0.0205095 2.5567 0.0109587 *
idUnitedKingdom 0.0576848 0.2004002 0.2878 0.7736215
time1990 -14.7938099 1.5423681 -9.5916 < 2.2e-16 ***
time1991 -14.7697401 1.5429729 -9.5723 < 2.2e-16 ***
time1992 -14.7392675 1.5435299 -9.5491 < 2.2e-16 ***
time1993 -14.7288981 1.5439826 -9.5395 < 2.2e-16 ***
time1994 -14.7463623 1.5446267 -9.5469 < 2.2e-16 ***
time1995 -14.7629387 1.5451900 -9.5541 < 2.2e-16 ***
time1996 -14.7346062 1.5457939 -9.5321 < 2.2e-16 ***
time1997 -14.7483834 1.5463927 -9.5373 < 2.2e-16 ***
time1998 -14.7227683 1.5469561 -9.5172 < 2.2e-16 ***
time1999 -14.7346164 1.5468073 -9.5258 < 2.2e-16 ***
time2000 -14.7332137 1.5476868 -9.5195 < 2.2e-16 ***
time2001 -14.7370956 1.5479933 -9.5201 < 2.2e-16 ***
time2002 -14.7428133 1.5487176 -9.5194 < 2.2e-16 ***
time2003 -14.7214257 1.5493161 -9.5019 < 2.2e-16 ***
time2004 -14.7160767 1.5500758 -9.4938 < 2.2e-16 ***
time2005 -14.7284332 1.5508132 -9.4972 < 2.2e-16 ***
time2006 -14.7490377 1.5516578 -9.5053 < 2.2e-16 ***
time2007 -14.7761526 1.5528969 -9.5152 < 2.2e-16 ***
time2008 -14.8038536 1.5535250 -9.5292 < 2.2e-16 ***
time2009 -14.8060288 1.5537604 -9.5292 < 2.2e-16 ***
time2010 -14.8303115 1.5543385 -9.5412 < 2.2e-16 ***
time2011 -14.8612105 1.5547387 -9.5587 < 2.2e-16 ***
time2012 -14.9097874 1.5550490 -9.5880 < 2.2e-16 ***
time2013 -14.9120424 1.5554587 -9.5869 < 2.2e-16 ***
time2014 -14.9312665 1.5560203 -9.5958 < 2.2e-16 ***
time2015 -14.9209326 1.5551890 -9.5943 < 2.2e-16 ***
time2016 -14.9169900 1.5558342 -9.5878 < 2.2e-16 ***
time2017 -14.9341111 1.5564875 -9.5948 < 2.2e-16 ***
time2018 -14.9502892 1.5570684 -9.6016 < 2.2e-16 ***
fesisAustria.2002 0.1935381 0.0169425 11.4232 < 2.2e-16 ***
fesisGermany.2001 -0.1374905 0.0182891 -7.5176 4.128e-13 ***
fesisFinland.1996 -0.1928750 0.0211932 -9.1008 < 2.2e-16 ***
fesisFrance.2003 -0.1004992 0.0167451 -6.0017 4.598e-09 ***
fesisUnitedKingdom.2000 -0.1780926 0.0176899 -10.0675 < 2.2e-16 ***
fesisGreece.2007 0.1192454 0.0175150 6.8082 3.923e-11 ***
fesisIreland.1999 0.1291933 0.0254213 5.0821 5.895e-07 ***
fesisIreland.2015 -0.2412340 0.0286132 -8.4309 7.421e-16 ***
fesisLuxembourg.2001 0.2280854 0.0212000 10.7587 < 2.2e-16 ***
fesisLuxembourg.2015 -0.2002461 0.0285375 -7.0170 1.063e-11 ***
fesisNetherlands.1998 -0.1156029 0.0186243 -6.2071 1.427e-09 ***
fesisPortugal.1994 0.1773738 0.0278106 6.3779 5.273e-10 ***
fesisPortugal.2000 0.1501882 0.0208750 7.1946 3.418e-12 ***
fesisSweden.2000 -0.1590114 0.0181059 -8.7823 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 129.87 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 101.07 1 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.04155
R-squared 0.99869
Log-lik.(n=435) 795.93262 AR = 1
Date: Fri Dec 2 17:30:31 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 420
Sample: 1 to 420
SPECIFIC mean equation:
coef std.error t-stat p-value
ar1 0.88528050 0.01745101 50.7295 < 2.2e-16 ***
lgdp -0.09550202 0.65163571 -0.1466 0.8835617
lpop 0.23193648 1.09217937 0.2124 0.8319429
idBelgium 0.01258129 0.00834816 1.5071 0.1326496
idDenmark -0.07858603 0.01223487 -6.4231 4.129e-10 ***
idFinland -0.08173990 0.01227239 -6.6605 9.962e-11 ***
idFrance 0.19237473 0.03289954 5.8473 1.103e-08 ***
idGermany 0.21874144 0.03719684 5.8806 9.179e-09 ***
idGreece -0.02586235 0.00935608 -2.7642 0.0059928 **
idIreland -0.13223534 0.02515574 -5.2567 2.492e-07 ***
idItaly 0.17492934 0.03059866 5.7169 2.245e-08 ***
idLuxembourg -0.07455192 0.04308468 -1.7304 0.0844047 .
idNetherlands 0.03610110 0.01108247 3.2575 0.0012285 **
idPortugal -0.03069063 0.00860985 -3.5646 0.0004124 ***
idSpain 0.15328548 0.02526374 6.0674 3.231e-09 ***
idSweden -0.01674611 0.00752376 -2.2258 0.0266351 *
idUnitedKingdom 0.18466267 0.03188375 5.7917 1.495e-08 ***
time1991 -0.01461174 0.17603789 -0.0830 0.9338940
time1992 -0.00287990 0.17454622 -0.0165 0.9868449
time1993 -0.02768901 0.18011799 -0.1537 0.8779092
time1994 -0.01737107 0.16886828 -0.1029 0.9181241
time1995 -0.02350998 0.15340681 -0.1533 0.8782831
time1996 0.00063190 0.13977396 0.0045 0.9963954
time1997 -0.01160395 0.12753633 -0.0910 0.9275536
time1998 0.02493804 0.10587088 0.2356 0.8139118
time1999 0.00750765 0.08531997 0.0880 0.9299292
time2000 0.00876980 0.06645549 0.1320 0.8950841
time2001 0.00851195 0.06247906 0.1362 0.8917086
time2002 0.01283366 0.05724930 0.2242 0.8227483
time2003 0.01988948 0.05648588 0.3521 0.7249542
time2004 0.02725876 0.04587865 0.5941 0.5527775
time2005 0.00749415 0.03906311 0.1918 0.8479677
time2006 0.01562216 0.02314585 0.6749 0.5001348
time2007 0.02020537 0.00941655 2.1457 0.0325483 *
time2008 -0.00805459 0.01069177 -0.7533 0.4517242
time2009 -0.03276626 0.02457650 -1.3332 0.1832792
time2010 0.00751987 0.01628200 0.4619 0.6444606
time2011 -0.00710563 0.00927727 -0.7659 0.4442162
time2012 -0.04726441 0.00907221 -5.2098 3.155e-07 ***
time2013 -0.00542721 0.01028975 -0.5274 0.5982071
time2014 -0.00993624 0.01296186 -0.7666 0.4438257
time2015 -0.00079057 0.01752685 -0.0451 0.9640470
time2016 0.01403596 0.01615144 0.8690 0.3854015
fesisGreece.2009 0.13363696 0.02999151 4.4558 1.111e-05 ***
fesisGreece.2010 -0.24313132 0.03359649 -7.2368 2.695e-12 ***
fesisGreece.2013 0.09814699 0.02096816 4.6808 4.024e-06 ***
fesisIreland.1996 0.09187789 0.01734029 5.2985 2.015e-07 ***
fesisIreland.2008 -0.08734939 0.01738372 -5.0248 7.880e-07 ***
fesisIreland.2012 0.06840130 0.01830729 3.7363 0.0002164 ***
fesisLuxembourg.1992 -0.11938817 0.03125344 -3.8200 0.0001566 ***
fesisLuxembourg.1999 0.09807897 0.01606874 6.1037 2.630e-09 ***
fesisLuxembourg.2006 -0.05450585 0.01434315 -3.8001 0.0001692 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 0.48169 1 0.48766
Ljung-Box ARCH(1) 5.47965 1 0.01924 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.02810
R-squared 0.99939
Log-lik.(n=420) 930.28199 2000:2018
AR = 0
Date: Fri Dec 2 17:30:18 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 285
Sample: 1 to 285
SPECIFIC mean equation:
coef std.error t-stat p-value
lgdp 0.679439 0.070053 9.6989 < 2.2e-16 ***
lpop -0.028585 0.144830 -0.1974 0.843706
idBelgium 0.048730 0.033558 1.4521 0.147753
idDenmark -0.505111 0.055463 -9.1072 < 2.2e-16 ***
idFinland -0.321840 0.053736 -5.9892 7.540e-09 ***
idFrance 0.513965 0.238704 2.1531 0.032292 *
idGermany 0.633429 0.273361 2.3172 0.021326 *
idGreece -0.047797 0.056237 -0.8499 0.396202
idIreland -0.256188 0.078841 -3.2494 0.001320 **
idItaly 0.516216 0.230263 2.2418 0.025874 *
idLuxembourg -0.046897 0.349700 -0.1341 0.893429
idNetherlands -0.098679 0.079675 -1.2385 0.216721
idPortugal 0.135504 0.062168 2.1796 0.030245 *
idSpain 0.584633 0.201831 2.8966 0.004116 **
idSweden -0.197843 0.019989 -9.8974 < 2.2e-16 ***
idUnitedKingdom 0.482743 0.235189 2.0526 0.041185 *
time2000 -7.661505 1.874309 -4.0876 5.925e-05 ***
time2001 -7.655665 1.875209 -4.0826 6.048e-05 ***
time2002 -7.645101 1.876064 -4.0751 6.233e-05 ***
time2003 -7.618190 1.877196 -4.0583 6.667e-05 ***
time2004 -7.619167 1.877770 -4.0576 6.687e-05 ***
time2005 -7.627545 1.878770 -4.0599 6.625e-05 ***
time2006 -7.642978 1.880013 -4.0654 6.480e-05 ***
time2007 -7.656913 1.881286 -4.0700 6.360e-05 ***
time2008 -7.682551 1.881927 -4.0823 6.055e-05 ***
time2009 -7.693643 1.882291 -4.0874 5.932e-05 ***
time2010 -7.714708 1.883091 -4.0968 5.710e-05 ***
time2011 -7.743734 1.883589 -4.1112 5.388e-05 ***
time2012 -7.798687 1.883998 -4.1394 4.804e-05 ***
time2013 -7.806714 1.884384 -4.1428 4.738e-05 ***
time2014 -7.822803 1.885162 -4.1497 4.608e-05 ***
time2015 -7.814795 1.884480 -4.1469 4.660e-05 ***
time2016 -7.807244 1.885375 -4.1410 4.774e-05 ***
time2017 -7.820405 1.886330 -4.1458 4.680e-05 ***
time2018 -7.833083 1.887177 -4.1507 4.589e-05 ***
fesisAustria.2013 0.108586 0.019579 5.5461 7.608e-08 ***
fesisGermany.2003 -0.137010 0.026605 -5.1499 5.388e-07 ***
fesisGermany.2012 0.100080 0.022063 4.5361 9.006e-06 ***
fesisGreece.2009 0.101710 0.021674 4.6926 4.506e-06 ***
fesisIreland.2015 -0.177689 0.030590 -5.8088 1.963e-08 ***
fesisLuxembourg.2004 0.163707 0.024391 6.7119 1.344e-10 ***
fesisLuxembourg.2015 -0.161329 0.027475 -5.8720 1.407e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 93.405 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 19.584 1 9.625e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03782
R-squared 0.99882
Log-lik.(n=285) 549.98699 AR = 1
Date: Fri Dec 2 17:30:16 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 270
Sample: 1 to 270
SPECIFIC mean equation:
coef std.error t-stat p-value
ar1 0.7590600 0.0336005 22.5907 < 2.2e-16 ***
lgdp -0.0799424 0.7023607 -0.1138 0.9094784
lpop 0.2850905 1.1772401 0.2422 0.8088617
idBelgium 0.0236976 0.0111861 2.1185 0.0351885 *
idDenmark -0.1694091 0.0236311 -7.1689 9.829e-12 ***
idFinland -0.1682512 0.0242368 -6.9420 3.774e-11 ***
idFrance 0.3970204 0.0589506 6.7348 1.259e-10 ***
idGermany 0.4146755 0.0673702 6.1552 3.229e-09 ***
idGreece -0.0612337 0.0152487 -4.0157 7.988e-05 ***
idIreland -0.1629918 0.0240559 -6.7755 9.953e-11 ***
idItaly 0.3602147 0.0544599 6.6143 2.510e-10 ***
idLuxembourg -0.3058055 0.0435577 -7.0207 2.374e-11 ***
idNetherlands 0.0710870 0.0162048 4.3868 1.740e-05 ***
idPortugal -0.0806072 0.0130102 -6.1957 2.590e-09 ***
idSpain 0.3164211 0.0470174 6.7299 1.295e-10 ***
idSweden -0.0364646 0.0103835 -3.5118 0.0005340 ***
idUnitedKingdom 0.3838075 0.0567188 6.7668 1.047e-10 ***
time2001 0.0218539 0.0673407 0.3245 0.7458281
time2002 0.0284044 0.0617150 0.4603 0.6457627
time2003 0.0379778 0.0609098 0.6235 0.5335575
time2004 0.0481048 0.0495143 0.9715 0.3322862
time2005 0.0315242 0.0422323 0.7464 0.4561466
time2006 0.0361094 0.0252272 1.4314 0.1536592
time2007 0.0410347 0.0108454 3.7836 0.0001964 ***
time2008 0.0042373 0.0122275 0.3465 0.7292514
time2009 -0.0239444 0.0266927 -0.8970 0.3706197
time2010 0.0083127 0.0176629 0.4706 0.6383432
time2011 -0.0079485 0.0101015 -0.7869 0.4321582
time2012 -0.0468823 0.0098110 -4.7785 3.120e-06 ***
time2013 -0.0059053 0.0110911 -0.5324 0.5949276
time2014 -0.0109295 0.0139724 -0.7822 0.4348778
time2015 -0.0029540 0.0188970 -0.1563 0.8759163
time2016 0.0119685 0.0174145 0.6873 0.4925901
fesisGermany.2008 0.0527082 0.0152303 3.4607 0.0006401 ***
fesisGreece.2009 0.1426029 0.0333214 4.2796 2.731e-05 ***
fesisGreece.2010 -0.1949128 0.0332380 -5.8642 1.528e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 10.787 1 0.001022 **
Ljung-Box ARCH(1) 1.381 1 0.239928
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03029
R-squared 0.99922
Log-lik.(n=270) 579.08783 Model 2
1990:2018
AR = 0
Date: Fri Dec 2 17:30:35 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 435
Sample: 1 to 435
SPECIFIC mean equation:
coef std.error t-stat p-value
lgdp 6.8606668 0.3381221 20.2905 < 2.2e-16 ***
lgdp_sq -0.1221862 0.0063396 -19.2735 < 2.2e-16 ***
lpop 0.2786382 0.1319377 2.1119 0.0353513 *
idBelgium 0.1763162 0.0299441 5.8882 8.628e-09 ***
idDenmark -0.2775012 0.0533064 -5.2058 3.178e-07 ***
idFinland 0.0490416 0.0467743 1.0485 0.2950902
idFrance 1.1200811 0.2227620 5.0282 7.664e-07 ***
idGermany 1.3773496 0.2565997 5.3677 1.395e-07 ***
idGreece -0.0508867 0.0494664 -1.0287 0.3042727
idIreland -0.2275813 0.0752137 -3.0258 0.0026495 **
idItaly 0.9859809 0.2151878 4.5820 6.266e-06 ***
idLuxembourg 0.8943936 0.3085223 2.8990 0.0039625 **
idNetherlands 0.1732249 0.0702632 2.4654 0.0141307 *
idPortugal -0.2032395 0.0567407 -3.5819 0.0003857 ***
idSpain 0.6052150 0.1804230 3.3544 0.0008758 ***
idSweden 0.1061875 0.0208440 5.0944 5.536e-07 ***
idUnitedKingdom 1.0636148 0.2197890 4.8393 1.902e-06 ***
time1990 -90.8073204 3.9593605 -22.9348 < 2.2e-16 ***
time1991 -90.7773752 3.9592924 -22.9277 < 2.2e-16 ***
time1992 -90.7426709 3.9591792 -22.9196 < 2.2e-16 ***
time1993 -90.7343019 3.9592306 -22.9172 < 2.2e-16 ***
time1994 -90.7392994 3.9589881 -22.9198 < 2.2e-16 ***
time1995 -90.7438401 3.9588172 -22.9220 < 2.2e-16 ***
time1996 -90.7103243 3.9586037 -22.9147 < 2.2e-16 ***
time1997 -90.7097763 3.9584458 -22.9155 < 2.2e-16 ***
time1998 -90.6998827 3.9582163 -22.9143 < 2.2e-16 ***
time1999 -90.6873614 3.9580109 -22.9124 < 2.2e-16 ***
time2000 -90.6713598 3.9573637 -22.9121 < 2.2e-16 ***
time2001 -90.6581037 3.9571111 -22.9102 < 2.2e-16 ***
time2002 -90.6564652 3.9569209 -22.9109 < 2.2e-16 ***
time2003 -90.6251776 3.9568956 -22.9031 < 2.2e-16 ***
time2004 -90.6062370 3.9566200 -22.8999 < 2.2e-16 ***
time2005 -90.6080086 3.9563709 -22.9018 < 2.2e-16 ***
time2006 -90.6116366 3.9559914 -22.9049 < 2.2e-16 ***
time2007 -90.6154616 3.9556745 -22.9077 < 2.2e-16 ***
time2008 -90.6423479 3.9555552 -22.9152 < 2.2e-16 ***
time2009 -90.6679808 3.9559986 -22.9191 < 2.2e-16 ***
time2010 -90.6824033 3.9557500 -22.9242 < 2.2e-16 ***
time2011 -90.7074188 3.9555418 -22.9317 < 2.2e-16 ***
time2012 -90.7730088 3.9557328 -22.9472 < 2.2e-16 ***
time2013 -90.7753976 3.9557173 -22.9479 < 2.2e-16 ***
time2014 -90.7861361 3.9555312 -22.9517 < 2.2e-16 ***
time2015 -90.7754363 3.9546181 -22.9543 < 2.2e-16 ***
time2016 -90.7607907 3.9543597 -22.9521 < 2.2e-16 ***
time2017 -90.7638148 3.9540102 -22.9549 < 2.2e-16 ***
time2018 -90.7684615 3.9537443 -22.9576 < 2.2e-16 ***
fesisAustria.2002 0.1865082 0.0171255 10.8907 < 2.2e-16 ***
fesisGermany.2003 -0.1511210 0.0198598 -7.6094 2.215e-13 ***
fesisGermany.2012 0.1833446 0.0234963 7.8031 5.969e-14 ***
fesisSpain.1998 0.2170839 0.0200647 10.8192 < 2.2e-16 ***
fesisFinland.1996 -0.1276570 0.0285315 -4.4742 1.016e-05 ***
fesisFinland.2000 -0.0989974 0.0254382 -3.8917 0.0001176 ***
fesisIreland.1998 0.1347860 0.0249652 5.3990 1.187e-07 ***
fesisLuxembourg.2015 -0.2271063 0.0295888 -7.6754 1.420e-13 ***
fesisPortugal.1994 0.1706531 0.0284850 5.9910 4.863e-09 ***
fesisPortugal.2000 0.0944763 0.0214115 4.4124 1.335e-05 ***
fesisSweden.2000 -0.1167251 0.0181237 -6.4405 3.623e-10 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 162.871 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 87.041 1 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.04251
R-squared 0.99862
Log-lik.(n=435) 784.99701 AR = 1
Date: Fri Dec 2 17:30:38 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 420
Sample: 1 to 420
SPECIFIC mean equation:
coef std.error t-stat p-value
ar1 0.8852805 0.0174510 50.7295 < 2.2e-16 ***
lgdp 7.0441259 8.7670782 0.8035 0.4222191
lgdp_sq -0.1057660 0.1217070 -0.8690 0.3854015
lpop -6.9828706 9.2338883 -0.7562 0.4499999
idBelgium 0.0125813 0.0083482 1.5071 0.1326496
idDenmark -0.0785860 0.0122349 -6.4231 4.129e-10 ***
idFinland -0.0817399 0.0122724 -6.6605 9.962e-11 ***
idFrance 0.1923747 0.0328995 5.8473 1.103e-08 ***
idGermany 0.2187414 0.0371968 5.8806 9.179e-09 ***
idGreece -0.0258624 0.0093561 -2.7642 0.0059928 **
idIreland -0.1322353 0.0251557 -5.2567 2.492e-07 ***
idItaly 0.1749293 0.0305987 5.7169 2.245e-08 ***
idLuxembourg -0.0745519 0.0430847 -1.7304 0.0844047 .
idNetherlands 0.0361011 0.0110825 3.2575 0.0012285 **
idPortugal -0.0306906 0.0086098 -3.5646 0.0004124 ***
idSpain 0.1532855 0.0252637 6.0674 3.231e-09 ***
idSweden -0.0167461 0.0075238 -2.2258 0.0266351 *
idUnitedKingdom 0.1846627 0.0318837 5.7917 1.495e-08 ***
time1991 -0.2041998 0.1175847 -1.7366 0.0832911 .
time1992 -0.1455989 0.0953774 -1.5266 0.1277304
time1993 -0.1191487 0.1075236 -1.1081 0.2685352
time1994 -0.1181979 0.0944997 -1.2508 0.2118114
time1995 -0.1543421 0.0849190 -1.8175 0.0699502 .
time1996 -0.1565453 0.0976379 -1.6033 0.1097208
time1997 -0.1927053 0.1214435 -1.5868 0.1134189
time1998 -0.2025525 0.1810484 -1.1188 0.2639657
time1999 -0.2596182 0.2392287 -1.0852 0.2785302
time2000 -0.2917592 0.2913554 -1.0014 0.3172983
time2001 -0.2835872 0.2848171 -0.9957 0.3200591
time2002 -0.2686814 0.2768069 -0.9706 0.3323623
time2003 -0.2407050 0.2535008 -0.9495 0.3429775
time2004 -0.2294333 0.2574303 -0.8912 0.3733804
time2005 -0.2335346 0.2450156 -0.9531 0.3411439
time2006 -0.2407481 0.2760614 -0.8721 0.3837323
time2007 -0.2675121 0.3289162 -0.8133 0.4165641
time2008 -0.2947926 0.3328531 -0.8857 0.3763824
time2009 -0.2433248 0.2221657 -1.0952 0.2741278
time2010 -0.2129075 0.2410191 -0.8834 0.3776165
time2011 -0.2461355 0.2749697 -0.8951 0.3712991
time2012 -0.2634773 0.2482470 -1.0614 0.2892263
time2013 -0.1794958 0.1945169 -0.9228 0.3567278
time2014 -0.1374034 0.1374507 -0.9997 0.3181338
time2015 -0.0623485 0.0575048 -1.0842 0.2789726
fesisGreece.2009 0.1336370 0.0299915 4.4558 1.111e-05 ***
fesisGreece.2010 -0.2431313 0.0335965 -7.2368 2.695e-12 ***
fesisGreece.2013 0.0981470 0.0209682 4.6808 4.024e-06 ***
fesisIreland.1996 0.0918779 0.0173403 5.2985 2.015e-07 ***
fesisIreland.2008 -0.0873494 0.0173837 -5.0248 7.880e-07 ***
fesisIreland.2012 0.0684013 0.0183073 3.7363 0.0002164 ***
fesisLuxembourg.1992 -0.1193882 0.0312534 -3.8200 0.0001566 ***
fesisLuxembourg.1999 0.0980790 0.0160687 6.1037 2.630e-09 ***
fesisLuxembourg.2006 -0.0545058 0.0143432 -3.8001 0.0001692 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 0.48169 1 0.48766
Ljung-Box ARCH(1) 5.47965 1 0.01924 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.02810
R-squared 0.99939
Log-lik.(n=420) 930.28199 2000:2018
AR = 0
Date: Fri Dec 2 17:30:18 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 285
Sample: 1 to 285
SPECIFIC mean equation:
coef std.error t-stat p-value
lgdp 2.653522 0.894211 2.9674 0.0033040 **
lgdp_sq -0.036841 0.016638 -2.2143 0.0277391 *
lpop -0.072383 0.145036 -0.4991 0.6181821
idBelgium 0.058633 0.033590 1.7455 0.0821624 .
idDenmark -0.522104 0.055555 -9.3979 < 2.2e-16 ***
idFinland -0.331110 0.053474 -6.1920 2.527e-09 ***
idFrance 0.721697 0.254715 2.8333 0.0049948 **
idGermany 0.881341 0.293394 3.0040 0.0029448 **
idGreece -0.029739 0.056383 -0.5274 0.5983709
idIreland -0.266988 0.078367 -3.4069 0.0007693 ***
idItaly 0.693246 0.242022 2.8644 0.0045451 **
idLuxembourg 0.024928 0.348438 0.0715 0.9430245
idNetherlands -0.054603 0.081511 -0.6699 0.5035687
idPortugal 0.157716 0.062485 2.5241 0.0122419 *
idSpain 0.705578 0.207545 3.3996 0.0007891 ***
idSweden -0.193800 0.019915 -9.7316 < 2.2e-16 ***
idUnitedKingdom 0.682348 0.250130 2.7280 0.0068396 **
time2000 -33.410452 11.776091 -2.8371 0.0049377 **
time2001 -33.404224 11.776059 -2.8366 0.0049455 **
time2002 -33.393857 11.776281 -2.8357 0.0049595 **
time2003 -33.367027 11.776495 -2.8334 0.0049946 **
time2004 -33.365663 11.775541 -2.8335 0.0049929 **
time2005 -33.373646 11.775521 -2.8342 0.0049826 **
time2006 -33.388483 11.775451 -2.8354 0.0049634 **
time2007 -33.402164 11.775538 -2.8366 0.0049463 **
time2008 -33.427094 11.775323 -2.8387 0.0049139 **
time2009 -33.438806 11.775657 -2.8397 0.0049003 **
time2010 -33.459301 11.775529 -2.8414 0.0048740 **
time2011 -33.487458 11.775219 -2.8439 0.0048377 **
time2012 -33.542964 11.775530 -2.8485 0.0047700 **
time2013 -33.550744 11.775481 -2.8492 0.0047603 **
time2014 -33.566626 11.775511 -2.8505 0.0047409 **
time2015 -33.555336 11.773940 -2.8500 0.0047492 **
time2016 -33.547276 11.773855 -2.8493 0.0047588 **
time2017 -33.559599 11.773631 -2.8504 0.0047429 **
time2018 -33.571792 11.773549 -2.8515 0.0047277 **
fesisAustria.2013 0.104809 0.019498 5.3753 1.798e-07 ***
fesisGermany.2003 -0.132503 0.026472 -5.0054 1.074e-06 ***
fesisGermany.2012 0.113231 0.022679 4.9927 1.139e-06 ***
fesisGreece.2009 0.100969 0.021505 4.6952 4.465e-06 ***
fesisIreland.2015 -0.195659 0.031413 -6.2285 2.068e-09 ***
fesisLuxembourg.2004 0.131244 0.028292 4.6389 5.738e-06 ***
fesisLuxembourg.2015 -0.190399 0.030253 -6.2935 1.445e-09 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 90.089 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 17.363 1 3.088e-05 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03752
R-squared 0.99884
Log-lik.(n=285) 552.75773 AR = 1
Date: Fri Dec 2 17:30:27 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 270
Sample: 1 to 270
SPECIFIC mean equation:
coef std.error t-stat p-value
ar1 0.759060 0.033600 22.5907 < 2.2e-16 ***
lgdp 6.008055 9.452181 0.6356 0.5256411
lgdp_sq -0.090187 0.131224 -0.6873 0.4925901
lpop -5.867013 9.955600 -0.5893 0.5562166
idBelgium 0.023698 0.011186 2.1185 0.0351885 *
idDenmark -0.169409 0.023631 -7.1689 9.829e-12 ***
idFinland -0.168251 0.024237 -6.9420 3.774e-11 ***
idFrance 0.397020 0.058951 6.7348 1.259e-10 ***
idGermany 0.414675 0.067370 6.1552 3.229e-09 ***
idGreece -0.061234 0.015249 -4.0157 7.988e-05 ***
idIreland -0.162992 0.024056 -6.7755 9.953e-11 ***
idItaly 0.360215 0.054460 6.6143 2.510e-10 ***
idLuxembourg -0.305806 0.043558 -7.0207 2.374e-11 ***
idNetherlands 0.071087 0.016205 4.3868 1.740e-05 ***
idPortugal -0.080607 0.013010 -6.1957 2.590e-09 ***
idSpain 0.316421 0.047017 6.7299 1.295e-10 ***
idSweden -0.036465 0.010383 -3.5118 0.0005340 ***
idUnitedKingdom 0.383808 0.056719 6.7668 1.047e-10 ***
time2001 -0.227220 0.307167 -0.7397 0.4602051
time2002 -0.211645 0.298544 -0.7089 0.4790769
time2003 -0.184232 0.273436 -0.6738 0.5011245
time2004 -0.170778 0.277688 -0.6150 0.5391522
time2005 -0.174002 0.264326 -0.6583 0.5110012
time2006 -0.182499 0.297792 -0.6128 0.5405775
time2007 -0.204303 0.354760 -0.5759 0.5652419
time2008 -0.240266 0.359015 -0.6692 0.5040046
time2009 -0.203489 0.239680 -0.8490 0.3967490
time2010 -0.179647 0.259963 -0.6910 0.4902210
time2011 -0.211771 0.296542 -0.7141 0.4758561
time2012 -0.231248 0.267707 -0.8638 0.3885757
time2013 -0.154334 0.209729 -0.7359 0.4625442
time2014 -0.119621 0.148200 -0.8072 0.4203939
time2015 -0.055445 0.061999 -0.8943 0.3720898
fesisGermany.2008 0.052708 0.015230 3.4607 0.0006401 ***
fesisGreece.2009 0.142603 0.033321 4.2796 2.731e-05 ***
fesisGreece.2010 -0.194913 0.033238 -5.8642 1.528e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 10.787 1 0.001022 **
Ljung-Box ARCH(1) 1.381 1 0.239928
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03029
R-squared 0.99922
Log-lik.(n=270) 579.08783 Tabset Multiple Results Automatically with DataTable
The second option generates a results table using DT::datatable instead. To display the header and footer information I used the same spacing method as in the previous chunk. This could certainly be improved.
Model 1
1990:2018
AR = 0
Date: Fri Dec 2 17:30:35 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 435
Sample: 1 to 435 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 129.87 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 101.07 1 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.04155
R-squared 0.99869
Log-lik.(n=435) 795.93262 AR = 1
Date: Fri Dec 2 17:30:31 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 420
Sample: 1 to 420 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 0.48169 1 0.48766
Ljung-Box ARCH(1) 5.47965 1 0.01924 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.02810
R-squared 0.99939
Log-lik.(n=420) 930.28199 2000:2018
AR = 0
Date: Fri Dec 2 17:30:18 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 285
Sample: 1 to 285 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 93.405 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 19.584 1 9.625e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03782
R-squared 0.99882
Log-lik.(n=285) 549.98699 AR = 1
Date: Fri Dec 2 17:30:16 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 270
Sample: 1 to 270 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 10.787 1 0.001022 **
Ljung-Box ARCH(1) 1.381 1 0.239928
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03029
R-squared 0.99922
Log-lik.(n=270) 579.08783 Model 2
1990:2018
AR = 0
Date: Fri Dec 2 17:30:35 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 435
Sample: 1 to 435 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 162.871 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 87.041 1 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.04251
R-squared 0.99862
Log-lik.(n=435) 784.99701 AR = 1
Date: Fri Dec 2 17:30:38 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 420
Sample: 1 to 420 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 0.48169 1 0.48766
Ljung-Box ARCH(1) 5.47965 1 0.01924 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.02810
R-squared 0.99939
Log-lik.(n=420) 930.28199 2000:2018
AR = 0
Date: Fri Dec 2 17:30:18 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 285
Sample: 1 to 285 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 90.089 1 < 2.2e-16 ***
Ljung-Box ARCH(1) 17.363 1 3.088e-05 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03752
R-squared 0.99884
Log-lik.(n=285) 552.75773 AR = 1
Date: Fri Dec 2 17:30:27 2022
Dependent var.: y
Method: Ordinary Least Squares (OLS)
Variance-Covariance: Ordinary
No. of observations (mean eq.): 270
Sample: 1 to 270 Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Diagnostics and fit:
Chi-sq df p-value
Ljung-Box AR(1) 10.787 1 0.001022 **
Ljung-Box ARCH(1) 1.381 1 0.239928
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
SE of regression 0.03029
R-squared 0.99922
Log-lik.(n=270) 579.08783 Model Overview
Two possible methods of generating the model comparison plot:
1. For simplicity here, I use ggplot_build() which returns the data
underlying a ggplot object.
2. Use the code in getspanel to generate the same dataframes as used in
plot_grid. Ideally, if implemented in getspanel this would be the
approach.
Warning: I have yet to implement exhaustive warnings for incorrectly passed data frames (ie. no duplicate identifiers). Take care to ensure the df passed has unique identifying information (model name as “model” and dependent variable as “dep”, if applicable).
Model Overview
by country
by model
by outcome variable (ind. country)
Note: Given I have specified na.rm = TRUE in the plot_country function, countries(dependent variables) for which there is no effect found in any of the models do not appear as a tab(panel) below.
Austria
Finland
France
Germany
Greece
Ireland
Italy
Luxembourg
Netherlands
Portugal
Spain
Sweden
UnitedKingdom
